- ISIN
- US85208P4028
- Issuer
- Sprott
- Inception Date
- Feb 1, 2023
- Region
- Global (Broad)
- Category
- Materials, Commodity Producers Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Nasdaq Sprott Critical Materials Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $636M
Share Price Chart
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Performance
SETM Performance Chart
Sprott Critical Materials ETF (SETM) is up 15.9% since the beginning of the year. SETM is currently trading at $34 per share.
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Returns By Period
Sprott Critical Materials ETF (SETM) has returned 15.89% so far this year and 105.69% over the past 12 months.
Sprott Critical Materials ETF
- 1D
- -1.73%
- 1M
- -4.22%
- YTD
- 15.89%
- 6M
- 15.21%
- 1Y
- 105.69%
- 3Y*
- 26.89%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SETM Monthly Returns History
Based on dividend-adjusted daily data since Feb 2, 2023, SETM's average daily return is +0.09%, while the average monthly return is +1.69%. At this rate, an investment would double in approximately 3.4 years.
Historically, 59% of months were positive and 41% were negative. The best month was Jan 2026 with a return of +20.0%, while the worst month was Mar 2026 at -14.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SETM closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +12.4%, while the worst single day was Jun 5, 2026 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 19.97% | 11.23% | -14.37% | 12.27% | -0.78% | -8.96% | 15.89% | ||||||
| 2025 | 2.06% | -5.59% | -2.68% | 0.14% | 5.80% | 15.70% | 6.37% | 19.20% | 14.53% | 7.59% | 3.33% | 5.25% | 95.27% |
| 2024 | -8.63% | 0.74% | 6.39% | 4.68% | 8.77% | -13.03% | -2.22% | -4.35% | 11.47% | 0.45% | -1.06% | -13.65% | -13.24% |
| 2023 | -13.25% | -4.00% | -2.33% | -4.61% | 9.66% | 4.87% | -5.68% | 2.56% | -10.53% | 3.53% | 8.67% | -13.11% |
Benchmark Metrics
Sprott Critical Materials ETF has an annualized alpha of -3.04%, beta of 1.38, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since February 02, 2023.
- This ETF participated in 142.61% of S&P 500 Index downside but only 117.81% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.30 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -3.04%
- Beta
- 1.38
- R²
- 0.30
- Upside Capture
- 117.81%
- Downside Capture
- 142.61%
Expense Ratio
SETM has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SETM ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Sprott Critical Materials ETF (SETM) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SETM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 2.78 | +1.33 |
| Martin ratioReturn relative to average drawdown | 11.83 | 12.44 | -0.61 |
Dividends
Dividend History
Sprott Critical Materials ETF provided a 1.35% dividend yield over the last twelve months, with an annual payout of $0.45 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.45 | $0.45 | $0.31 | $0.44 |
Dividend yield | 1.35% | 1.56% | 2.07% | 2.47% |
Monthly Dividends
The table displays the monthly dividend distributions for Sprott Critical Materials ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
| 2023 | $0.44 | $0.44 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Sprott Critical Materials ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Sprott Critical Materials ETF was 42.81%, occurring on Apr 8, 2025. Recovery took 71 trading sessions.
The current Sprott Critical Materials ETF drawdown is 15.55%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -42.81%Apr 2025 | 10mo 22d | 3mo 15d | 1y 2moMay 2024 - Jul 2025 |
2026 bear market2026 | -25.85%Mar 2026 | 1mo 20d | — | 4mo 25dJan 2026 - now |
2024 bear market2024 | -24.35%Feb 2024 | 1y 11d | 3mo 4d | 1y 3moFeb 2023 - May 2024 |
2025 correction2025 | -18.60%Nov 2025 | 22d | 1mo 16d | 2mo 8dOct 2025 - Dec 2025 |
2025 correction2025 | -11.43%Jul 2025 | 8d | 11d | 19dJul 2025 - Aug 2025 |
Drawdown Indicators
| SETM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -56.78% | +13.97% |
Max Drawdown (1Y)Largest decline over 1 year | -25.85% | -9.10% | -16.75% |
Max Drawdown (3Y)Largest decline over 3 years | -42.81% | -18.90% | -23.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -15.55% | -1.80% | -13.75% |
Average DrawdownAverage peak-to-trough decline | -15.02% | -10.71% | -4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.96% | 2.03% | +6.93% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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